This is a very simple question but there's no simple answer to this one. Strickly speaking in GPU language, both you guys are right. The same task/render in DX11 may be equal or better optimized generally speaking. That said, the libraries are different and DX11 has more options to render textures and geometry in general.
That's where the game engine comes into play and manages the main distribution of tasks (sends it to either GPU or CPU for calculations). Each engines operates differently so the Dunia Engine (an derivative engine from Crytek's CryEngine) will operate quite differently than the Unreal engine.
Furthermore, the graphics drivers will maximize GPU performance (based on the application).
So your results could either be 2 things...
1 - The way the Engine/drivers handle DX9 and DX11 calculations are very different...perhaps more CPU intensive when it comes to DX11, which i doubt is the case.
2 - Or your results aren't comparable...benchmarks need to be replicable (or very close to identical), otherwise you'll end up with biased data.
It'd be interesting to see how the CPU load behaves between the same benchmark with that engine (and comparing DX9 to DX11).
That's where graphics drivers come in and help maximize performance